Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: stupid heteroskedastic question


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: stupid heteroskedastic question
Date   Fri, 7 Jul 2006 13:11:05 -0400

(That was the original poster's title!)

Benn said

Say I want to do the basic fix for heteroskedasticity
in the linear model

Y = b0 +b1X1 + b2X2 + noise

by dividing through by 1/X1.

How do people report the results ? Do they
report the new coefficients, or transform back
to the old coefficients ?



Don't do this "by hand". Use weights in the estimation. help weights (and [U] weight, weighted estimation) for the details. Everything then is in the context of the original variables (R^2, RMSE, etc.)

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index